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Self-normalized moderate deviations for independent random variables

โœ Scribed by BingYi Jing, HanYing Liang, Wang Zhou


Book ID
118814028
Publisher
SP Science China Press
Year
2012
Tongue
English
Weight
296 KB
Volume
55
Category
Article
ISSN
1674-7283

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The moderate deviation principle for sel
โœ Bin Qian; Jun Yan ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 326 KB

The corresponding moderate deviation principle follows. The Central Limit theorem has been recently obtained by Pang, Lin and Hwang [T.X. Pang, Z.Y. Lin, K.S. Hwang, Asymptotics for self-normalized random products of sums of i.i.d. random variables, J. Math. Anal. Appl. 334 (2007) 1246-1259].